AVWAP retrace rate: 5d: 72.88% | 10d: 79.23%
21 EMA retrace rate: 5d: 57.39% | 10d: 66.95%
Gap closure rate: 5d: 69.36% | 10d: 76.04%
| Year | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2013 | 3682 | 73.90 | 5.97 | 67.00 | 2.03 | 51.98 | 1.08 |
| 2014 | 4907 | 73.67 | 5.79 | 69.23 | 2.25 | 58.06 | 1.38 |
| 2015 | 7571 | 73.09 | 5.86 | 70.45 | 2.38 | 70.29 | 2.37 |
| 2016 | 7004 | 72.23 | 5.09 | 68.20 | 2.15 | 60.02 | 1.50 |
| 2017 | 5000 | 77.22 | 7.37 | 71.58 | 2.52 | 59.50 | 1.47 |
| 2018 | 7359 | 79.10 | 7.59 | 74.09 | 2.86 | 67.55 | 2.08 |
| 2019 | 6177 | 68.61 | 4.54 | 62.96 | 1.70 | 49.89 | 1.00 |
| 2020 | 29745 | 74.74 | 5.84 | 71.04 | 2.45 | 50.82 | 1.03 |
| 2021 | 14296 | 73.10 | 5.48 | 72.16 | 2.59 | 59.54 | 1.47 |
| 2022 | 19251 | 74.76 | 5.19 | 72.18 | 2.59 | 65.18 | 1.87 |
| 2023 | 10765 | 69.72 | 4.56 | 66.35 | 1.97 | 51.03 | 1.04 |
| 2024 | 9530 | 65.56 | 3.82 | 61.09 | 1.57 | 48.93 | 0.96 |
| 2025 | 8731 | 68.69 | 4.68 | 65.93 | 1.93 | 60.31 | 1.52 |
| Year | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2013 | 3682 | 79.30 | 7.80 | 72.79 | 2.67 | 59.99 | 1.50 |
| 2014 | 4907 | 80.88 | 9.14 | 77.68 | 3.48 | 66.97 | 2.03 |
| 2015 | 7571 | 78.75 | 7.86 | 76.49 | 3.25 | 77.36 | 3.42 |
| 2016 | 7004 | 78.20 | 6.91 | 74.46 | 2.92 | 68.06 | 2.13 |
| 2017 | 5000 | 83.04 | 10.34 | 77.60 | 3.46 | 67.44 | 2.07 |
| 2018 | 7359 | 85.61 | 11.99 | 81.10 | 4.29 | 76.22 | 3.21 |
| 2019 | 6177 | 74.13 | 5.83 | 69.00 | 2.23 | 58.14 | 1.39 |
| 2020 | 29745 | 80.29 | 7.86 | 76.95 | 3.34 | 64.67 | 1.83 |
| 2021 | 14296 | 82.04 | 8.76 | 80.78 | 4.20 | 68.62 | 2.19 |
| 2022 | 19251 | 80.83 | 7.23 | 78.40 | 3.63 | 72.66 | 2.66 |
| 2023 | 10765 | 75.55 | 5.93 | 72.76 | 2.67 | 60.73 | 1.55 |
| 2024 | 9530 | 72.93 | 5.30 | 68.45 | 2.17 | 59.20 | 1.45 |
| 2025 | 8731 | 75.23 | 6.35 | 73.42 | 2.76 | 66.67 | 2.00 |
| Gap Size | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2-3% | 52416 | 73.02 | 5.39 | 77.50 | 3.44 | 59.75 | 1.48 |
| 3-4% | 31025 | 74.94 | 6.08 | 72.82 | 2.68 | 60.88 | 1.56 |
| 4-5% | 18396 | 74.30 | 5.68 | 67.03 | 2.03 | 58.67 | 1.42 |
| 5-6% | 10268 | 71.66 | 4.88 | 61.70 | 1.61 | 55.79 | 1.26 |
| 6-7% | 6408 | 70.94 | 4.72 | 58.02 | 1.38 | 52.72 | 1.11 |
| 7-8% | 4136 | 69.61 | 4.43 | 54.16 | 1.18 | 49.90 | 1.00 |
| 8-9% | 2739 | 71.78 | 4.97 | 53.89 | 1.17 | 49.32 | 0.97 |
| 9-10% | 2152 | 69.14 | 4.31 | 49.63 | 0.99 | 47.21 | 0.89 |
| 10-12% | 2281 | 68.35 | 4.38 | 46.69 | 0.88 | 43.10 | 0.76 |
| 12-15% | 1709 | 65.59 | 3.95 | 40.26 | 0.67 | 36.40 | 0.57 |
| 15-20% | 1261 | 63.05 | 3.50 | 34.66 | 0.53 | 33.47 | 0.50 |
| 20%+ | 1105 | 66.24 | 3.89 | 33.76 | 0.51 | 30.41 | 0.44 |
| Gap Size | Trades | AVWAP % | AVWAP PF | Gap Close % | Gap Close PF | 21EMA % | 21EMA PF |
|---|---|---|---|---|---|---|---|
| 2-3% | 52416 | 79.64 | 7.64 | 83.24 | 4.97 | 69.18 | 2.24 |
| 3-4% | 31025 | 80.92 | 8.39 | 79.19 | 3.81 | 70.13 | 2.35 |
| 4-5% | 18396 | 80.41 | 7.85 | 74.56 | 2.93 | 68.46 | 2.17 |
| 5-6% | 10268 | 78.19 | 6.71 | 69.69 | 2.30 | 66.16 | 1.95 |
| 6-7% | 6408 | 77.01 | 6.38 | 65.81 | 1.92 | 63.12 | 1.71 |
| 7-8% | 4136 | 76.72 | 6.07 | 62.48 | 1.66 | 59.77 | 1.49 |
| 8-9% | 2739 | 77.98 | 6.94 | 61.99 | 1.63 | 59.51 | 1.47 |
| 9-10% | 2152 | 75.23 | 5.83 | 57.90 | 1.38 | 57.16 | 1.33 |
| 10-12% | 2281 | 74.97 | 5.94 | 54.98 | 1.22 | 52.48 | 1.10 |
| 12-15% | 1709 | 72.21 | 5.30 | 47.92 | 0.92 | 45.23 | 0.83 |
| 15-20% | 1261 | 68.91 | 4.60 | 42.27 | 0.73 | 41.40 | 0.71 |
| 20%+ | 1105 | 72.49 | 5.09 | 42.26 | 0.73 | 38.82 | 0.63 |
Total expected P&L 5d: $34,680,367 | 10d: $38,363,160